-55.4%
APP vs WTW
+8.6%
-64.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +10.5% |
| 7D | +4.5% | +4.9% | -0.4% | +4.4% |
| 30D | -3.6% | +17.1% | -20.7% | -4.0% |
| 3M | -35.3% | -0.3% | -34.9% | -35.6% |
| 6M | -42.8% | +30.7% | -73.4% | -43.3% |
| YTD | -59.7% | +3.7% | -63.4% | -63.0% |
| 1Y | -55.4% | +5.9% | -61.2% | -59.6% |
| All | -55.4% | +8.6% | -64.0% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WTW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling